Millikan is one of the portfolios in transition from the Relative Momentum model over to the Sector BPI model. This blog explains where the Millikan is in the transition and how I am repositioning the portfolio. It is really quite simple so follow along as I explain the process.
Archives for January 2023
Carson Update: 31 December 2022
What changes if any are required of the Carson Sector BPI portfolio based on BPI data from last week? Follow the analysis below to see if any changes are required by the sector BPI rules. If you recall, only VDC and VGT are implicated or require investigation. VDC is over-bought and VGT is over-sold.
Schrodinger Update Launching 2023: 2 January 2023
The above photo represents 2022 as we put it to rest, but not forgotten. There are always lessons to be learned from troubled times. This morning I am updating the Schrodinger as it is my “portfolio reference.” Since the Schrodinger is a Robo Advisor account and managed by a computer, it is a portfolio used […]
Kahneman-Tversky Portfolio Review: 30 December, 2022
The Kahneman-Tversky Portfolio, that uses the simplest Dual Momentum (DM) model to select one asset from a basket of three, did not perform particularly well in 2022: closing down ~18.4% on the year. While this is slightly less than the ~20% drop in value of US equities over the same period it does not beat […]
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